"I'm madly in love," Cohen told PEOPLE at the ASPCA's 17th Annual Bergh Ball Gala in New York City Thursday night. "My assistant, on the way out tonight, was saying she's never seen me with this look in my eye, and it's true."

Cohen is not the only famous face his dog is looking at these days. The Bravo star's furry friend, Wacha – named after pitcher Michael Wacha of the St. Louis Cardinals, Cohen's hometown team – has some celeb puppy pals of his own.